Aircraft: COMMERCIAL FIXED WING
Phase of flight: Initial Approach
Anomaly: Deviation / Discrepancy - Procedural Published Material / Policy; Inflight Event / Encounter Unstabilized Approach; Inflight Event / Encounter Weather / Turbulence

We were flying to ZZZ. Neither I nor the Captain had been to ZZZ before. The Captain also had not flown in a couple of weeks he told me. ATC kept us high while arriving. As we came towards the airport I called it out but my Captain said that wasn't it. I wasn't familiar with the area or airport; so I thought he knew it wasn't it. We were going in and out of clouds when Center handed us off to Tower. As we flew almost over the airport my Captain then realized it was the airport. At the same time Tower asked us our plans for the visual approach. My Captain told me to tell them we wanted to join left downwind for the visual. At this time we were still very high; fighting turbulence; and gusty winds. ATC cleared us for the approach. He turned the AP off to do the visual. We backed it up with the RNAV. I feel as though my Captain was too close to the airport to make a stable landing and I reminded him 'We can always go around.' The winds (I can't remember the exact direction) were almost a direct crosswind from the left. We were making a left pattern. This caused the plane to have a high airspeed on the base leg; causing him to overshoot final. Density altitude also did not help as we had a higher TAS and steeper angle to descend as well and decreased engine performance. He then decided to do a go-around. He hit TOGA but forgot to call for flaps which I then asked 'Flaps 2?' He told me to put flaps 3 which I thought was odd. I then said positive rate and got the gear up. I also told tower that we are going around. They asked us our plans and he said he wanted to fly the pattern again but set up better. I told them that and requested a longer final. There was a small business jet landing and they said to follow behind them and to take as long of a final for whatever we needed. At this time he started turning but the airplane thought we were still doing the published missed. He was confused by this and overrode the AP. I was trying to help fix the automation because the AT kept wanting to go full power. He clicked on heading mode but the heading bug was set to the runway and the plane started to turn to the heading. I quickly centered the heading bug back up. I was like just fly the airplane and deal with the automation later. He turned everything off at this point. I then was able to correct the automation and set the RNAV back up. By this time we were on downwind. He kept more distance and a longer final and we landed in very gusty winds and went back to the gate to debrief. There were a few causes that led to a unstable approach and go around. 1. ATC put us right over the runway very high. 2. The weather was not smooth and there were high winds 3. It is a difficult airport to land at. 4. The Captain was rusty from not flying 5. I'm new and this was my first go around and the worst winds/turbulence I have experienced 6. Automation; in this case; hindered not helped us I think pilots need to constantly review profiles like the go-around profile to remember the call outs. I should have told the Captain that flaps 3 was incorrect. More knowledge that when flying in the mountains ATC will keep you high all the way up to the airport; there aren't arrivals like in ZZZ that walk you down to keep a stable approach. More knowledge on high density altitude and the effects on flying. More knowledge of hand flying visual approaches; I don't think my Captain realized the effect of a tailwind on base and that caused us overshoot. The event was a go-around after an unstable approach on a visual; backed up by RNAV; RWY ZZ at ZZZ; followed by a successful hand flown visual. As a Captain flying into ZZZ for the first time; I was pilot flying due to the FO being fairly new to the line. Approaching the ZZZ area; we went through a pretty thick cloud layer; with some light rime ice; which added ice speeds. Upon breaking out of the layer; we noticed another layer between us and the field. Around this time; Center started calling out the field; but between the cloud layer and my unfamiliarity with the area; we were unable to identify the field until we were very close. We had; however; begun slowing early in anticipation due to conversations I had with colleagues about this tendency to be left high by Center. The FO was first to spot the field; but by that time we were within several miles; if not virtually on top of the airport. Center cleared us visual and terminated radar services when we were at around 13;000 feet for a field with X;XXX feet elevation. Tower offered a pass over midfield; then a turn downwind to lose altitude and setup. Around this time; we picked up some gusty and shifty winds in the valley that comprises ZZZ. I felt that the automation was having difficulty keeping up with these wind shifts; and elected to hand fly with the auto throttles disengaged. However; I did not descend sufficiently before turning final inside ZZZZZ; which left us too high and without enough room to fully configure and be stable by 1;000 feet AGL for landing. The FO and I jointly called for go-around. We then proceeded to muddle through the go-around profile; but got cleaned up in time to coordinate with Tower for a second attempt. At about this time; I asked the FO to re-sequence the approach in the FMS; thinking that it would get us out of GA mode. This took some time; and while that was going on; I was confused as to why automation was still flying the go-around. I clicked off the autopilot and auto-throttles in time to assume a heading at tower's request for some other inbound traffic. About this time; the FO reminded me that maybe cycling VNAV to re-enter the 'green world' might help exit GA; which it did; but I elected to keep hand flying. Wind conditions in the area introduced variances in speed and altitude that I compensated for. We then continued on a second visual approach; this time allowing more distance on final; and got fully configured and stable.Winds had picked up more in the interim; introducing a fairly direct cross wind on [runway] XX; but the landing was successful. As soon as we got to the gate; I made sure to debrief the event with the FO; while our recollections were fresh; in order to ensure that we both got lessons learned; etc.The primary cause was PF lack of situational awareness and over reliance on manual handling when automation might have been more appropriate. A further primary cause was accepting a short visual instead of asking Center for vectors farther out to allow for more maneuvering space for the approach. There are several secondary causes; the largest of which was unfamiliarity with the area compounded by insufficient backup descent references. As PF; I have flown infrequently in the last 5 weeks due to COVID-19 related schedule reductions and a return to reserve. (In fact; I had picked up this trip partly in order to get some flying time.) This led to degraded manual handling skills; a rusty go-around profile; and some confusion with automation at times. The PM was fairly new to the line; having been called off standby on short notice; and with about XX hours on the airplane. FO was also unfamiliar with mountain flying; and while I have operated into mountain airports such as ZZZ2 and ZZZ3; neither of us had been to ZZZ. There were also minor crew coordination issues; likely due to a combination of my lack of recent flying and an FO new to line flying.Crews must be cognizant of the differences between flat landflying at major airports; and mountain flying; to include altitude; terrain; and weather effects. Multiple descent references might be prudent; instead of simply using '10;000 at 30' or a field elevation driven path; in order to increase situational awareness. While we slowed down early with the notion that we might be left high; crews should brief and act on descent planning that allows for extra margin in high altitude field operations. Do not be afraid to ask for vectors to allow for space to configure. Crews should also ensure that they stay sharp on all aspects of equipment and operations while they are not flying in this era of reduced schedules. Lastly; rely on joint coordination between CA and FO to mitigate the challenges of operating in airports outside of our norm. Air carrier flight crew reported experiencing an unstabilized approach resulting in a go-around. Unfamiliarity with the airport and rustiness from lack of flying were cited as contributing factors.